更新時間: 2017年7月21日 PM 7:52:07
琤肏數期權引伸波幅分析
日期 瓻波幅指數 琤肏數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
29/5/2017 11.600% 25701.63 7.984% 8.578% +3.022% 8.578% +3.022%
31/5/2017 11.920% 25660.65 7.968% 8.303% +3.617% 10.281% +1.639%
1/6/2017 11.620% 25809.22 8.014% 8.062% +3.558% 9.916% +1.704%
2/6/2017 11.920% 25924.05 8.033% 8.020% +3.900% 9.799% +2.121%
5/6/2017 11.900% 25862.99 7.546% 7.909% +3.991% 9.468% +2.432%
6/6/2017 11.980% 25997.14 7.489% 7.810% +4.170% 9.286% +2.694%
7/6/2017 12.120% 25974.16 6.309% 7.478% +4.642% 8.830% +3.290%
8/6/2017 11.950% 26063.06 6.197% 7.115% +4.835% 8.342% +3.608%
9/6/2017 11.360% 26030.29 6.219% 6.752% +4.608% 7.861% +3.499%
12/6/2017 12.450% 25708.04 7.904% 6.824% +5.626% 7.776% +4.674%
13/6/2017 12.160% 25852.10 7.792% 6.884% +5.276% 7.789% +4.371%
14/6/2017 12.200% 25875.90 7.692% 7.161% +5.039% 8.043% +4.157%
15/6/2017 12.790% 25565.34 8.832% 7.688% +5.102% 8.572% +4.218%
16/6/2017 12.230% 25626.49 8.271% 8.098% +4.132% 8.963% +3.267%
19/6/2017 12.880% 25924.55 9.026% 8.323% +4.557% 9.006% +3.874%
20/6/2017 12.670% 25843.04 8.895% 8.543% +4.127% 9.175% +3.495%
21/6/2017 12.630% 25694.58 9.146% 8.834% +3.796% 9.414% +3.216%
22/6/2017 12.570% 25674.53 9.139% 8.895% +3.675% 9.407% +3.163%
23/6/2017 12.520% 25670.05 8.915% 9.024% +3.496% 9.469% +3.051%
26/6/2017 12.550% 25871.89 9.282% 9.075% +3.475% 9.299% +3.251%
27/6/2017 12.290% 25839.99 9.296% 9.156% +3.134% 9.306% +2.984%
28/6/2017 12.910% 25683.50 9.462% 9.219% +3.691% 9.295% +3.615%
29/6/2017 12.870% 25965.42 10.125% 9.416% +3.454% 9.416% +3.454%
30/6/2017 14.010% 25764.58 10.452% 9.723% +4.287% 11.960% +2.050%
3/7/2017 13.600% 25784.17 10.293% 9.926% +3.674% 11.964% +1.636%
4/7/2017 14.000% 25389.01 11.474% 10.361% +3.639% 12.404% +1.596%
5/7/2017 13.580% 25521.97 11.632% 10.795% +2.785% 12.835% +0.745%
6/7/2017 13.660% 25465.22 11.628% 11.096% +2.564% 13.101% +0.559%
7/7/2017 14.340% 25340.85 11.648% 11.335% +3.005% 13.290% +1.050%
10/7/2017 14.050% 25500.06 10.845% 11.446% +2.604% 13.138% +0.912%
11/7/2017 13.610% 25877.64 11.946% 11.540% +2.070% 13.151% +0.459%
12/7/2017 13.970% 26043.64 12.144% 11.642% +2.328% 13.172% +0.798%
13/7/2017 13.500% 26346.17 11.830% 11.682% +1.818% 13.122% +0.378%
14/7/2017 12.980% 26389.23 11.819% 11.717% +1.263% 13.064% -0.084%
17/7/2017 13.300% 26470.58 11.268% 11.801% +1.499% 12.867% +0.433%
18/7/2017 12.880% 26524.94 11.177% 11.647% +1.233% 12.604% +0.276%
19/7/2017 12.640% 26672.16 11.021% 11.423% +1.217% 12.267% +0.373%
20/7/2017 12.360% 26740.21 11.013% 11.260% +1.100% 11.999% +0.361%
21/7/2017 12.200% 26706.09 11.075% 11.111% +1.089% 11.750% +0.450%